Weekly Entries and Exits

This example Strategy Buys when an instrument moves above the Exponential Moving Average, on Mondays only.

The rules are:

  • select stocks from the main NASDAQ exchanges
  • buy when the Close Price crosses above the 5 day Exponential Moving Average
  • enter and exit positions at the Close when the criteria is met
  • enter / exit on Mondays only
  • close the position using a stop if it loses more than 10%
  • start with equity of 1,000,000
  • buy 10% of initial equity on each trade regardless of stock price or volatility
  • maintain no more than 5 open positions at a time, with a maximum of 2 new positions on any one day
  • when there are more buy signals than position slots available, choose stocks in descending order of 30 day Simple Moving Average Volume.

Click 'Apply Changes & Run Test' under the 'Customize Criteria...' panel to adapt to your preferences and run tests.

Customize Criteria and Run Test
Show Criteria for: Buy Sell Short Sell Cover Short
Create a long position when the following criteria is met
Close EMA (5) in lastbars
Enable and/or logic
1,000,000 10L % Starting Equity
5 Max. Open Positions 2 Max. New Positions in 1 day
Highest SMA (Volume 30)
Enter at Close Exit at Close
Stop 10L 10S % exit Stop
None set
60 Days - Latest
Nasdaq GM Nasdaq GS
Buy: Close crossed above EMA (5) in last 5 bars
Page size:
Page 1 of 1. Rows 1 to 1 of 1.
6/16/2015 2:19 AMComplete60 Days - Latest10L % Starting EquityHighest SMA (Volume 30)
Test Number 1Test Time 6/16/2015 2:19 AM
Test Status CompleteTest Period 60 Days - Latest
Starting Equity 1,000,000Position Sizing 10L % Starting Equity
Prioritize Symbols Highest SMA (Volume 30)Total Profit -13,287.05
Open Profit 9,549.35Return On Equity % -1.33
Annualized Return % -5.40Max Drawdown % -2.57
Sharpe Ratio0.00Number of Closed Trades 1
Percent Profitable 0.00Average Days in Trade 9.00
Winners Profit 0.00Losers Profit -22,836.40
Winning / Losing Profit Ratio 0.00Average Winning / Losing Profit Ratio 0.00
Number Of Winners 0Number Of Losers 1
Largest Winner Profit 0.00Largest Loser Profit -22,836.40
Average Winners Profit 0.00Average Losers Profit -22,836.40
Longest Winner Days 0Longest Loser Days 9
Average Length of Winning Trades 0.00Average Length of Losing Trades 9.00
Most Consecutive Winners 0Most Consecutive Losers 1